This is a rush transcript from "On the Record," March 9, 2010. This copy may not be in its final form and may be updated.
GRETA VAN SUSTEREN, FOX NEWS HOST: A former FBI agent is still missing. He vanished during a trip to Iran. His wife and daughter are here tonight with a message for the Iranian government.
And this is a case we have followed closely here at "On the Record" Here's what we know -- Robert Levinson was last seen three years ago today, March 9th, 2007, during a trip to the Iranian island of Kish. Since then Levinson has simply vanished. Is he alive, being held prisoner in Iran? No one knows.
And the missing man's wife Christine Levinson and his daughter Sarah Levinson join us live here in Washington. Good evening, Christine, and, of course, you've been here before. And Sarah, welcome. Obviously tragic three years later and we still don't have an answer, do we?
CHRISTINE LEVINSON, HUSBAND IS MISSING IN IRAN: No, nothing.
VAN SUSTEREN: Sarah, you have written a letter to the Iranian government as well as the U.S. government?
SARAH LEVINSON, FATHER IS MISSING IN IRAN: Yes.
VAN SUSTEREN: What does the letter say?
SARAH LEVINSON: I've recently been engaged to my boyfriend four and a half years, and I've written this letter in the hopes to reach someone that might help us bring my father home. It is important as it should be to any bride to have her father walk her down the aisle.
VAN SUSTEREN: How many children in the family?
CHRISTINE LEVINSON: Seven.
VAN SUSTEREN: The viewers have followed this story with us but they may not quite remember it. Christine, take me back three years ago. What was your husband doing in Iran?
CHRISTINE LEVINSON: My husband was investigating cigarette smuggling. He went there for 24 hours for a meeting. He called me the night before and told me that he would be out-of-pocket as he called it where he would be unavailable by cell phone or any other way for 24 hours and he would call me when he got back to Dubai, and that didn't happen.
VAN SUSTEREN: Since then, no word, nothing?
CHRISTINE LEVINSON: Nothing.
VAN SUSTEREN: Did he leave behind in his hotel room some items in Kish? Is there anything to suggest he was grabbed, nabbed, or anything at all?
CHRISTINE LEVINSON: No. I retraced his steps on Kish island and was able to see the record that he checked into the hotel and checked out. So we don't know what happen. He left Dubai and left his bag in Dubai and only had an overnight bag with him.
VAN SUSTEREN: He expected to go back to Dubai?
CHRISTINE LEVINSON: Right.
VAN SUSTEREN: Has the Iranian government been the least bit helpful?
CHRISTINE LEVINSON: When I was we had some meetings with officials there and they promised to investigate, but we have not heard anything since.
VAN SUSTEREN: Sarah, I can't image -- how old are you?
SARAH LEVINSON: I'm 29.
VAN SUSTEREN: Since you were 26 your father has been out of your life. Is there anything that you think the United States government can do and is not doing?
SARAH LEVINSON: I think they've been working very hard and doing everything they can to bring my father home.
VAN SUSTEREN: When you the letter, did you deliver it to the State Department and ask them to deliver it to Iran?
SARAH LEVINSON: I actually dropped off a copy of the letter at the Iranian Mission to the United Nations and I also gave a copy to the State Department.
VAN SUSTEREN: When you dropped your letter off, did they know who you were, did they know the story?
SARAH LEVINSON: Yes.
VAN SUSTEREN: They know is not just -- they at least know it is out there, the story?
SARAH LEVINSON: Yes.
VAN SUSTEREN: When you were there, did you get the since, Christine, when you went to Iran, that you were getting the run around?
CHRISTINE LEVINSON: No I don't think I was getting the run around. I'm not sure the officials we met with had any information about the case.
VAN SUSTEREN: Did they act like they were going to try to get information?
CHRISTINE LEVINSON: They promised me that they would, and I have no reason to doubt them.
VAN SUSTEREN: You sort of drop in and out of our lives every year, and we do this update on it, but the fact is you guys live this hell every single day waiting for that phone to ring. I've talked to families, it's so incredibly painful. I wish there was something we could do to help you.
CHRISTINE LEVINSON: Thank you. I just hope anyone who can help will get in touch with us on our Web site, which is www.helpboblevinson.com. As I've said before it is very difficult now, especially if light of the fact that Sarah has become engaged and we want Bob home for the wedding.
VAN SUSTEREN: Sarah do you have any suggestions or anything that we can do for you? Is it just pounding the pavement hoping someone is going to give you the information?
SARAH LEVINSON: We are just trying to reach out to anyone that might be in the position to help. We appreciate everything you have been doing for us.
VAN SUSTEREN: And there's no information he's dead?
CHRISTINE LEVINSON: No, absolutely nothing.
VAN SUSTEREN: He just went into a dark hole basically.
CHRISTINE LEVINSON: Right.
VAN SUSTEREN: Somebody knows something.
CHRISTINE LEVINSON: We believe somebody knows something and they can help find him and bring him home.
VAN SUSTEREN: And, indeed, it would stop the cruelty of this whole process.
CHRISTINE LEVINSON: Thank you.
VAN SUSTEREN: Congratulations on getting engaged. And Christine I hope we do get an answer soon and it is not a year from now we are talking about this again.
CHRISTINE LEVINSON: Thank you, I appreciate that.
VAN SUSTEREN: Thank you, both.Content and Programming Copyright 2010 Fox News Network, Inc. Copyright 2010 Roll Call, Inc. All materials herein are protected by United States copyright law and may not be reproduced, distributed, transmitted, displayed, published or broadcast without the prior written permission of Roll Call. You may not alter or remove any trademark, copyright or other notice from copies of the content.